Logistic regression model

Procedure:

Example: Alzheimers mass spectrometry-based proteomics dataset

Predict Alzheimer disease based on proteomics measurements.

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# You need to restart the runtime after running this cell
%pip install njab heatmapz openpyxl plotly umap-learn

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Note: you may need to restart the kernel to use updated packages.

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import itertools
import logging
from pathlib import Path
from typing import Optional

import matplotlib.pyplot as plt
import numpy as np
import pandas as pd
import plotly.express as px
import seaborn
import sklearn
import sklearn.impute
import statsmodels.api as sm
import umap
from heatmap import corrplot
from IPython.display import display
from sklearn.metrics import log_loss, make_scorer

import njab.sklearn
from njab.plotting.metrics import plot_auc, plot_prc
from njab.sklearn import StandardScaler
from njab.sklearn import pca as njab_pca
from njab.sklearn.scoring import (
    ConfusionMatrix,
    get_lr_multiplicative_decomposition,
    get_pred,
    get_score,
    get_target_count_per_bin,
)
from njab.sklearn.types import Splits

logger = logging.getLogger("njab")
logger.setLevel(logging.INFO)

njab.pandas.set_pandas_options()
pd.options.display.min_rows = 10
pd.options.display.max_columns = 20
njab.plotting.set_font_sizes("x-small")
seaborn.set_style("whitegrid")

njab.plotting.set_font_sizes(8)

Set parameters

CLINIC: str = (
    "https://raw.githubusercontent.com/RasmussenLab/njab/HEAD/docs/tutorial/data/alzheimer/clinic_ml.csv"  # clincial data
)
fname_omics: str = (
    "https://raw.githubusercontent.com/RasmussenLab/njab/HEAD/docs/tutorial/data/alzheimer/proteome.csv"  # omics data
)
TARGET: str = "AD"  # target column in CLINIC dataset (binary)
TARGET_LABEL: Optional[str] = None  # optional: rename target variable
n_features_max: int = 5
freq_cutoff: float = 0.5  # Omics cutoff for sample completeness
VAL_IDS: str = ""  #
VAL_IDS_query: str = ""
weights: bool = True
FOLDER = "alzheimer"
model_name = "all"

Setup

Load data

clinic = pd.read_csv(CLINIC, index_col=0).convert_dtypes()
cols_clinic = njab.pandas.get_colums_accessor(clinic)
omics = pd.read_csv(fname_omics, index_col=0)

Data shapes

omics.shape, clinic.shape

((210, 1542), (210, 6))

See how common omics features are and remove feature below choosen frequency cutoff

ax = omics.notna().sum().sort_values().plot(rot=45)

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M_before = omics.shape[1]
omics = omics.dropna(thresh=int(len(omics) * freq_cutoff), axis=1)
M_after = omics.shape[1]
msg = (
    f"Removed {M_before-M_after} features with more than {freq_cutoff*100}% missing values."
    f"\nRemaining features: {M_after} (of {M_before})"
)
print(msg)
# keep a map of all proteins in protein group, but only display first protein
# proteins are unique to protein groups
pg_map = {k: k.split(";")[0] for k in omics.columns}
omics = omics.rename(columns=pg_map)
# log2 transform raw intensity data:
omics = np.log2(omics + 1)
omics

Removed 248 features with more than 50.0% missing values.
Remaining features: 1294 (of 1542)

	A0A024QZX5	A0A024R0T9	A0A024R3W6	A0A024R644	A0A075B6H9	A0A075B6I0	A0A075B6I1	A0A075B6I6	A0A075B6I9	A0A075B6J9	...	Q9Y653	Q9Y696	Q9Y6C2	Q9Y6N6	Q9Y6N7	Q9Y6R7	Q9Y6X5	Q9Y6Y8	Q9Y6Y9	S4R3U6
Sample ID
Sample_000	15.912	16.852	15.571	16.481	20.246	16.764	17.584	16.988	20.054	NaN	...	16.012	15.178	NaN	15.050	16.842	19.863	NaN	19.563	12.838	12.805
Sample_001	15.936	16.874	15.519	16.387	19.941	18.786	17.144	NaN	19.067	16.188	...	15.528	15.576	NaN	14.833	16.597	20.299	15.556	19.386	13.970	12.443
Sample_002	16.112	14.523	15.935	16.416	19.251	16.832	15.671	17.012	18.569	NaN	...	15.229	14.728	13.757	15.118	17.440	19.598	15.735	20.447	12.637	12.505
Sample_003	16.107	17.032	15.802	16.979	19.628	17.852	18.877	14.182	18.985	13.438	...	15.495	14.590	14.682	15.140	17.356	19.429	NaN	20.216	12.627	12.445
Sample_004	15.603	15.331	15.375	16.679	20.450	18.682	17.081	14.140	19.686	14.495	...	14.757	15.094	14.048	15.256	17.075	19.582	15.328	19.867	13.145	12.235
...	...	...	...	...	...	...	...	...	...	...	...	...	...	...	...	...	...	...	...	...	...
Sample_205	15.682	16.886	14.910	16.482	17.705	17.039	NaN	16.413	19.102	16.064	...	15.236	15.684	14.236	15.415	17.551	17.922	16.340	19.928	12.930	11.803
Sample_206	15.798	17.554	15.600	15.938	18.155	18.152	16.503	16.860	18.538	15.288	...	15.422	16.106	NaN	15.345	17.084	18.708	14.249	19.433	NaN	NaN
Sample_207	15.740	16.877	15.469	16.898	18.636	17.950	16.321	16.401	18.849	17.580	...	15.808	16.098	14.403	15.715	16.586	18.725	16.138	19.599	13.637	11.174
Sample_208	15.477	16.779	14.995	16.132	14.908	17.530	NaN	16.119	18.368	15.202	...	15.157	16.712	NaN	14.640	16.533	19.411	15.807	19.545	13.216	NaN
Sample_209	15.727	17.261	15.175	16.235	17.893	17.744	16.371	15.780	18.806	16.532	...	15.237	15.652	15.211	14.205	16.749	19.275	15.732	19.577	11.043	11.792

210 rows × 1294 columns

Clinical data

View clinical data

clinic

	Kiel	Magdeburg	Sweden	male	age	AD
Sample ID
Sample_000	0	0	1	0	71	0
Sample_001	0	0	1	1	77	1
Sample_002	0	0	1	1	75	1
Sample_003	0	0	1	0	72	1
Sample_004	0	0	1	0	63	1
...	...	...	...	...	...	...
Sample_205	0	0	0	0	69	1
Sample_206	0	0	0	1	73	0
Sample_207	0	0	0	0	71	0
Sample_208	0	0	0	1	83	0
Sample_209	0	0	0	0	63	0

210 rows × 6 columns

Target

Tabulate target and check for missing values

njab.pandas.value_counts_with_margins(clinic[TARGET])

	counts	prop
AD
0	122	0.581
1	88	0.419

Show code cell source

Hide code cell source

target_counts = clinic[TARGET].value_counts()

if target_counts.sum() < len(clinic):
    print(
        "Target has missing values."
        f" Can only use {target_counts.sum()} of {len(clinic)} samples."
    )
    mask = clinic[TARGET].notna()
    clinic, omics = clinic.loc[mask], omics.loc[mask]

if TARGET_LABEL is None:
    TARGET_LABEL = TARGET
y = clinic[TARGET].rename(TARGET_LABEL).astype(int)
clinic_for_ml = clinic.drop(TARGET, axis=1)

Test IDs

Select some test samples:

Show code cell source

Hide code cell source

olink_val, clinic_val = None, None
if not VAL_IDS:
    if VAL_IDS_query:
        logging.warning(f"Querying index using: {VAL_IDS_query}")
        VAL_IDS = clinic.filter(like=VAL_IDS_query, axis=0).index.to_list()
        logging.warning(f"Found {len(VAL_IDS)} Test-IDs")
    else:
        logging.warning("Create train and test split.")
        _, VAL_IDS = sklearn.model_selection.train_test_split(
            clinic.index, test_size=0.2, random_state=123, stratify=clinic[TARGET]
        )
        VAL_IDS = list(VAL_IDS)
elif isinstance(VAL_IDS, str):
    VAL_IDS = VAL_IDS.split(",")
else:
    raise ValueError("Provide IDs in csv format as str: 'ID1,ID2'")
VAL_IDS

WARNING:root:Create train and test split.

['Sample_127',
 'Sample_164',
 'Sample_175',
 'Sample_048',
 'Sample_159',
 'Sample_141',
 'Sample_174',
 'Sample_145',
 'Sample_090',
 'Sample_191',
 'Sample_038',
 'Sample_009',
 'Sample_112',
 'Sample_096',
 'Sample_146',
 'Sample_135',
 'Sample_142',
 'Sample_205',
 'Sample_186',
 'Sample_095',
 'Sample_085',
 'Sample_011',
 'Sample_156',
 'Sample_153',
 'Sample_124',
 'Sample_194',
 'Sample_061',
 'Sample_079',
 'Sample_149',
 'Sample_179',
 'Sample_197',
 'Sample_125',
 'Sample_133',
 'Sample_099',
 'Sample_067',
 'Sample_202',
 'Sample_010',
 'Sample_171',
 'Sample_018',
 'Sample_060',
 'Sample_185',
 'Sample_173']

Combine clinical and olink data

# in case you need to subselect
feat_to_consider = clinic_for_ml.columns.to_list()
feat_to_consider += omics.columns.to_list()
feat_to_consider

Show code cell output

Hide code cell output

['Kiel',
 'Magdeburg',
 'Sweden',
 'male',
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 'Q16674',
 'Q16706',
 'Q16769',
 'Q16799',
 'Q16849',
 'Q16853',
 'Q24JP5',
 'Q2TAL6',
 ...]

View data for training

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X = clinic_for_ml.join(omics)[feat_to_consider]
X

	Kiel	Magdeburg	Sweden	male	age	A0A024QZX5	A0A024R0T9	A0A024R3W6	A0A024R644	A0A075B6H9	...	Q9Y653	Q9Y696	Q9Y6C2	Q9Y6N6	Q9Y6N7	Q9Y6R7	Q9Y6X5	Q9Y6Y8	Q9Y6Y9	S4R3U6
Sample ID
Sample_000	0	0	1	0	71	15.912	16.852	15.571	16.481	20.246	...	16.012	15.178	NaN	15.050	16.842	19.863	NaN	19.563	12.838	12.805
Sample_001	0	0	1	1	77	15.936	16.874	15.519	16.387	19.941	...	15.528	15.576	NaN	14.833	16.597	20.299	15.556	19.386	13.970	12.443
Sample_002	0	0	1	1	75	16.112	14.523	15.935	16.416	19.251	...	15.229	14.728	13.757	15.118	17.440	19.598	15.735	20.447	12.637	12.505
Sample_003	0	0	1	0	72	16.107	17.032	15.802	16.979	19.628	...	15.495	14.590	14.682	15.140	17.356	19.429	NaN	20.216	12.627	12.445
Sample_004	0	0	1	0	63	15.603	15.331	15.375	16.679	20.450	...	14.757	15.094	14.048	15.256	17.075	19.582	15.328	19.867	13.145	12.235
...	...	...	...	...	...	...	...	...	...	...	...	...	...	...	...	...	...	...	...	...	...
Sample_205	0	0	0	0	69	15.682	16.886	14.910	16.482	17.705	...	15.236	15.684	14.236	15.415	17.551	17.922	16.340	19.928	12.930	11.803
Sample_206	0	0	0	1	73	15.798	17.554	15.600	15.938	18.155	...	15.422	16.106	NaN	15.345	17.084	18.708	14.249	19.433	NaN	NaN
Sample_207	0	0	0	0	71	15.740	16.877	15.469	16.898	18.636	...	15.808	16.098	14.403	15.715	16.586	18.725	16.138	19.599	13.637	11.174
Sample_208	0	0	0	1	83	15.477	16.779	14.995	16.132	14.908	...	15.157	16.712	NaN	14.640	16.533	19.411	15.807	19.545	13.216	NaN
Sample_209	0	0	0	0	63	15.727	17.261	15.175	16.235	17.893	...	15.237	15.652	15.211	14.205	16.749	19.275	15.732	19.577	11.043	11.792

210 rows × 1299 columns

Data Splits

Separate train and test split

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TRAIN_LABEL = "train"
TEST_LABEL = "test"
if VAL_IDS:
    diff = pd.Index(VAL_IDS)
    VAL_IDS = X.index.intersection(VAL_IDS)
    if len(diff) < len(VAL_IDS):
        logging.warning(
            "Some requested validation IDs are not in the data: "
            ",".join(str(x) for x in diff.difference(VAL_IDS))
        )
    X_val = X.loc[VAL_IDS]
    X = X.drop(VAL_IDS)

    use_val_split = True

    y_val = y.loc[VAL_IDS]
    y = y.drop(VAL_IDS)

Output folder

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FOLDER = Path(FOLDER)
FOLDER.mkdir(exist_ok=True, parents=True)
print(f"Output folder: {FOLDER}")

Output folder: alzheimer

Outputs

Save outputs to excel file:

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# out
files_out = {}
fname = FOLDER / "log_reg.xlsx"
files_out[fname.stem] = fname
writer = pd.ExcelWriter(fname)
print(f"Excel-file for tables: {fname}")

Excel-file for tables: alzheimer/log_reg.xlsx

Collect test predictions

predictions = y_val.to_frame("true")

Fill missing values with training median

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feat_w_missings = X.isna().sum()
feat_w_missings = feat_w_missings.loc[feat_w_missings > 0]
feat_w_missings

age          10
A0A024QZX5   11
A0A024R0T9    2
A0A024R3W6   23
A0A024R644    1
             ..
Q9Y6N6        6
Q9Y6N7       10
Q9Y6X5       22
Q9Y6Y9       70
S4R3U6       65
Length: 894, dtype: int64

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row_w_missing = X.isna().sum(axis=1).astype(bool)
col_w_missing = X.isna().sum(axis=0).astype(bool)
X.loc[row_w_missing, col_w_missing]

	age	A0A024QZX5	A0A024R0T9	A0A024R3W6	A0A024R644	A0A075B6H9	A0A075B6I0	A0A075B6I1	A0A075B6I6	A0A075B6J9	...	Q9Y5I4	Q9Y617	Q9Y653	Q9Y696	Q9Y6C2	Q9Y6N6	Q9Y6N7	Q9Y6X5	Q9Y6Y9	S4R3U6
Sample ID
Sample_000	71	15.912	16.852	15.571	16.481	20.246	16.764	17.584	16.988	NaN	...	17.187	16.859	16.012	15.178	NaN	15.050	16.842	NaN	12.838	12.805
Sample_001	77	15.936	16.874	15.519	16.387	19.941	18.786	17.144	NaN	16.188	...	17.447	16.799	15.528	15.576	NaN	14.833	16.597	15.556	13.970	12.443
Sample_002	75	16.112	14.523	15.935	16.416	19.251	16.832	15.671	17.012	NaN	...	17.410	16.288	15.229	14.728	13.757	15.118	17.440	15.735	12.637	12.505
Sample_003	72	16.107	17.032	15.802	16.979	19.628	17.852	18.877	14.182	13.438	...	17.545	17.075	15.495	14.590	14.682	15.140	17.356	NaN	12.627	12.445
Sample_004	63	15.603	15.331	15.375	16.679	20.450	18.682	17.081	14.140	14.495	...	17.297	16.736	14.757	15.094	14.048	15.256	17.075	15.328	13.145	12.235
...	...	...	...	...	...	...	...	...	...	...	...	...	...	...	...	...	...	...	...	...	...
Sample_204	<NA>	NaN	17.279	15.287	16.513	20.183	19.674	20.251	16.334	19.778	...	15.874	15.465	15.668	15.915	14.204	15.025	NaN	15.012	12.288	10.564
Sample_206	73	15.798	17.554	15.600	15.938	18.155	18.152	16.503	16.860	15.288	...	17.109	15.035	15.422	16.106	NaN	15.345	17.084	14.249	NaN	NaN
Sample_207	71	15.740	16.877	15.469	16.898	18.636	17.950	16.321	16.401	17.580	...	16.938	16.283	15.808	16.098	14.403	15.715	16.586	16.138	13.637	11.174
Sample_208	83	15.477	16.779	14.995	16.132	14.908	17.530	NaN	16.119	15.202	...	17.155	15.920	15.157	16.712	NaN	14.640	16.533	15.807	13.216	NaN
Sample_209	63	15.727	17.261	15.175	16.235	17.893	17.744	16.371	15.780	16.532	...	16.776	15.713	15.237	15.652	15.211	14.205	16.749	15.732	11.043	11.792

168 rows × 894 columns

Impute using median of training data

median_imputer = sklearn.impute.SimpleImputer(strategy="median")

X = njab.sklearn.transform_DataFrame(X, median_imputer.fit_transform)
X_val = njab.sklearn.transform_DataFrame(X_val, median_imputer.transform)
assert X.isna().sum().sum() == 0
X.shape, X_val.shape

((168, 1299), (42, 1299))

Principal Components

on standard normalized training data:

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scaler = StandardScaler()
X_scaled = scaler.fit_transform(X)

PCs, pca = njab_pca.run_pca(X_scaled, n_components=None)
files_out["var_explained_by_PCs.pdf"] = FOLDER / "var_explained_by_PCs.pdf"
ax = njab_pca.plot_explained_variance(pca)
ax.locator_params(axis="x", integer=True)
njab.plotting.savefig(ax.get_figure(), files_out["var_explained_by_PCs.pdf"])
X_scaled.shape

INFO:njab.plotting:Saved Figures to alzheimer/var_explained_by_PCs.png
INFO:njab.plotting:Saved Figures to alzheimer/var_explained_by_PCs.pdf

(168, 1299)

Plot first 5 PCs with binary target label annotating each sample::

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files_out["scatter_first_5PCs.pdf"] = FOLDER / "scatter_first_5PCs.pdf"

fig, axes = plt.subplots(5, 2, figsize=(6, 8), layout="constrained")
PCs.columns = [s.replace("principal component", "PC") for s in PCs.columns]
PCs = PCs.join(y.astype("category"))
up_to = min(PCs.shape[-1], 5)
# https://github.com/matplotlib/matplotlib/issues/25538
# colab: old pandas version and too new matplotlib version (2023-11-6)
for (i, j), ax in zip(itertools.combinations(range(up_to), 2), axes.flatten()):
    PCs.plot.scatter(i, j, c=TARGET_LABEL, cmap="Paired", ax=ax)
_ = PCs.pop(TARGET_LABEL)
njab.plotting.savefig(fig, files_out["scatter_first_5PCs.pdf"])

INFO:njab.plotting:Saved Figures to alzheimer/scatter_first_5PCs.png
INFO:njab.plotting:Saved Figures to alzheimer/scatter_first_5PCs.pdf

UMAP

of training data:

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reducer = umap.UMAP()
embedding = reducer.fit_transform(X_scaled)

files_out["umap.pdf"] = FOLDER / "umap.pdf"

embedding = pd.DataFrame(
    embedding, index=X_scaled.index, columns=["UMAP 1", "UMAP 2"]
).join(y.astype("category"))
ax = embedding.plot.scatter("UMAP 1", "UMAP 2", c=TARGET_LABEL, cmap="Paired")
njab.plotting.savefig(ax.get_figure(), files_out["umap.pdf"])

INFO:njab.plotting:Saved Figures to alzheimer/umap.png
INFO:njab.plotting:Saved Figures to alzheimer/umap.pdf

Baseline Model - Logistic Regression

Based on parameters, use weighting:

if weights:
    weights = "balanced"
    cutoff = 0.5
else:
    cutoff = None
    weights = None

Logistic Regression

Procedure:

1. Select best set of features from entire feature set selected using CV on train split

2. Retrain best model configuration using entire train split and evalute on test split

Define splits and models:

splits = Splits(
    X_train=X_scaled, X_test=scaler.transform(X_val), y_train=y, y_test=y_val
)
model = sklearn.linear_model.LogisticRegression(penalty="l2", class_weight=weights)

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scoring = [
    "precision",
    "recall",
    "f1",
    "balanced_accuracy",
    "roc_auc",
    "average_precision",
]
scoring = {k: k for k in scoring}
# do not average log loss for AIC and BIC calculations
scoring["log_loss"] = make_scorer(log_loss, greater_is_better=True, normalize=False)
cv_feat = njab.sklearn.find_n_best_features(
    X=splits.X_train,
    y=splits.y_train,
    model=model,
    name=TARGET_LABEL,
    groups=splits.y_train,
    n_features_max=n_features_max,
    scoring=scoring,
    return_train_score=True,
    # fit_params=dict(sample_weight=weights)
)
cv_feat = cv_feat.drop("test_case", axis=1).groupby("n_features").agg(["mean", "std"])
cv_feat

  0%|          | 0/1 [00:00<?, ?it/s]
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 60%|██████    | 3/5 [00:00<00:00, 16.62it/s]
100%|██████████| 5/5 [00:00<00:00, 13.19it/s]
100%|██████████| 5/5 [00:00<00:00, 13.67it/s]

	fit_time		score_time		test_precision		train_precision		test_recall		...	test_average_precision		train_average_precision		test_log_loss		train_log_loss		n_observations
	mean	std	mean	std	mean	std	mean	std	mean	std	...	mean	std	mean	std	mean	std	mean	std	mean	std
n_features
1	0.003	0.002	0.009	0.002	0.715	0.098	0.712	0.023	0.704	0.108	...	0.751	0.091	0.720	0.028	294.837	86.679	1,168.535	82.092	168.000	0.000
2	0.002	0.000	0.009	0.000	0.687	0.066	0.687	0.021	0.713	0.099	...	0.765	0.078	0.755	0.023	311.417	60.820	1,234.856	84.235	168.000	0.000
3	0.002	0.000	0.009	0.000	0.724	0.073	0.729	0.019	0.796	0.103	...	0.801	0.087	0.795	0.024	262.398	61.376	1,004.897	78.645	168.000	0.000
4	0.002	0.000	0.009	0.000	0.767	0.078	0.780	0.020	0.814	0.091	...	0.848	0.080	0.857	0.022	223.471	62.641	805.936	66.644	168.000	0.000
5	0.002	0.000	0.009	0.000	0.754	0.086	0.774	0.023	0.783	0.101	...	0.848	0.078	0.862	0.021	245.818	62.510	845.584	92.744	168.000	0.000

5 rows × 34 columns

Add AIC and BIC for model selection

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# AIC vs BIC on train and test data with bigger is better
IC_criteria = pd.DataFrame()
N_split = {
    "train": round(len(splits.X_train) * 0.8),
    "test": round(len(splits.X_train) * 0.2),
}

for _split in ("train", "test"):

    IC_criteria[(f"{_split}_neg_AIC", "mean")] = -(
        2 * cv_feat.index.to_series() - 2 * cv_feat[(f"{_split}_log_loss", "mean")]
    )
    IC_criteria[(f"{_split}_neg_BIC", "mean")] = -(
        cv_feat.index.to_series() * np.log(N_split[_split])
        - 2 * cv_feat[(f"{_split}_log_loss", "mean")]
    )
IC_criteria.columns = pd.MultiIndex.from_tuples(IC_criteria.columns)
IC_criteria

	train_neg_AIC	train_neg_BIC	test_neg_AIC	test_neg_BIC
	mean	mean	mean	mean
n_features
1	2,335.070	2,332.173	587.674	586.148
2	2,465.711	2,459.915	618.834	615.782
3	2,003.794	1,995.101	518.796	514.217
4	1,603.872	1,592.281	438.941	432.836
5	1,681.168	1,666.679	481.635	474.004

All cross-validation metrics:

cv_feat = cv_feat.join(IC_criteria)
cv_feat = cv_feat.filter(regex="train|test", axis=1).style.highlight_max(
    axis=0, subset=pd.IndexSlice[:, pd.IndexSlice[:, "mean"]]
)
cv_feat

	test_precision		train_precision		test_recall		train_recall		test_f1		train_f1		test_balanced_accuracy		train_balanced_accuracy		test_roc_auc		train_roc_auc		test_average_precision		train_average_precision		test_log_loss		train_log_loss		train_neg_AIC	train_neg_BIC	test_neg_AIC	test_neg_BIC
	mean	std	mean	std	mean	std	mean	std	mean	std	mean	std	mean	std	mean	std	mean	std	mean	std	mean	std	mean	std	mean	std	mean	std	mean	mean	mean	mean
n_features
1	0.715090	0.097785	0.712124	0.022788	0.704286	0.107999	0.707500	0.019391	0.705759	0.088131	0.709702	0.019351	0.748748	0.073459	0.751437	0.016989	0.799259	0.065666	0.798173	0.016412	0.751101	0.091072	0.720311	0.028466	294.837085	86.679293	1,168.535243	82.092116	2,335.070486	2,332.172646	587.674169	586.147809
2	0.687396	0.066357	0.686706	0.020643	0.712857	0.099447	0.714286	0.024733	0.696015	0.064919	0.700109	0.020758	0.738534	0.053016	0.740687	0.017950	0.807192	0.055527	0.813695	0.013622	0.765328	0.078350	0.754689	0.022982	311.417165	60.820362	1,234.855565	84.234509	2,465.711130	2,459.915451	618.834331	615.781610
3	0.723886	0.073140	0.728746	0.019180	0.795714	0.103066	0.800357	0.023846	0.752519	0.059155	0.762733	0.018592	0.784752	0.052193	0.793655	0.016794	0.845158	0.058247	0.853656	0.013804	0.800901	0.086731	0.794904	0.023501	262.397797	61.375810	1,004.897056	78.644710	2,003.794113	1,995.100594	518.795593	514.216512
4	0.767039	0.078051	0.780211	0.020441	0.814286	0.091268	0.837143	0.018621	0.785609	0.061656	0.807484	0.015171	0.815038	0.053025	0.834130	0.013553	0.879639	0.056085	0.896144	0.013018	0.847946	0.080071	0.856597	0.022011	223.470651	62.641424	805.936090	66.644467	1,603.872180	1,592.280820	438.941302	432.835860
5	0.753626	0.085873	0.773605	0.022748	0.782857	0.100974	0.821786	0.026631	0.761591	0.063434	0.796848	0.022512	0.794929	0.052105	0.824919	0.019919	0.878444	0.055807	0.900023	0.012607	0.848134	0.077870	0.862431	0.021129	245.817716	62.510078	845.584109	92.743733	1,681.168217	1,666.679018	481.635432	474.003630

Save:

cv_feat.to_excel(writer, sheet_name="CV", float_format="%.3f")
cv_feat = cv_feat.data

Optimal number of features to use based on cross-validation by metric:

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mask = cv_feat.columns.levels[0].str[:4] == "test"
scores_cols = cv_feat.columns.levels[0][mask]
n_feat_best = cv_feat.loc[:, pd.IndexSlice[scores_cols, "mean"]].idxmax()
n_feat_best.name = "best"
n_feat_best.to_excel(writer, sheet_name="n_feat_best")
n_feat_best

test_average_precision  mean   5
test_balanced_accuracy  mean   4
test_f1                 mean   4
test_log_loss           mean   2
test_neg_AIC            mean   2
test_neg_BIC            mean   2
test_precision          mean   4
test_recall             mean   4
test_roc_auc            mean   4
Name: best, dtype: int64

Retrain model with best number of features by selected metric::

results_model = njab.sklearn.run_model(
    model=model,
    splits=splits,
    n_feat_to_select=n_feat_best.loc["test_roc_auc", "mean"],
)
results_model.name = model_name

  0%|          | 0/4 [00:00<?, ?it/s]
 75%|███████▌  | 3/4 [00:00<00:00, 16.61it/s]
100%|██████████| 4/4 [00:00<00:00, 14.76it/s]

Receiver Operating Curve of final model

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ax = plot_auc(
    results_model, label_train=TRAIN_LABEL, label_test=TEST_LABEL, figsize=(4, 2)
)
files_out["ROAUC"] = FOLDER / "plot_roauc.pdf"
njab.plotting.savefig(ax.get_figure(), files_out["ROAUC"])

INFO:njab.plotting:Saved Figures to alzheimer/plot_roauc.png
INFO:njab.plotting:Saved Figures to alzheimer/plot_roauc.pdf

Precision-Recall Curve for final model

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ax = plot_prc(
    results_model, label_train=TRAIN_LABEL, label_test=TEST_LABEL, figsize=(4, 2)
)
files_out["PRAUC"] = FOLDER / "plot_prauc.pdf"
njab.plotting.savefig(ax.get_figure(), files_out["PRAUC"])

INFO:njab.plotting:Saved Figures to alzheimer/plot_prauc.png
INFO:njab.plotting:Saved Figures to alzheimer/plot_prauc.pdf

Coefficients with/out std. errors

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pd.DataFrame(
    {
        "coef": results_model.model.coef_.flatten(),
        "name": results_model.model.feature_names_in_,
    }
)

	coef	name
0	1.094	P63104
1	-0.604	P09486
2	-0.791	A0A0B4J2B5
3	1.129	P10636-2

results_model.model.intercept_

array([-0.25165406])

Selected Features

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des_selected_feat = splits.X_train[results_model.selected_features].describe()
des_selected_feat.to_excel(writer, sheet_name="sel_feat", float_format="%.3f")
des_selected_feat

	P63104	P09486	A0A0B4J2B5	P10636-2
count	168.000	168.000	168.000	168.000
mean	0.000	0.000	0.000	-0.000
std	1.003	1.003	1.003	1.003
min	-2.527	-2.578	-2.756	-3.959
25%	-0.721	-0.648	-0.660	-0.483
50%	-0.108	0.101	-0.060	-0.021
75%	0.756	0.540	0.693	0.549
max	2.321	2.559	2.466	2.806

Heatmap of correlations

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fig = plt.figure(figsize=(6, 6))
files_out["corr_plot_train.pdf"] = FOLDER / "corr_plot_train.pdf"
_ = corrplot(X[results_model.selected_features].join(y).corr(), size_scale=300)
njab.plotting.savefig(fig, files_out["corr_plot_train.pdf"])

INFO:njab.plotting:Saved Figures to alzheimer/corr_plot_train.png
INFO:njab.plotting:Saved Figures to alzheimer/corr_plot_train.pdf

Plot training data scores

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N_BINS = 20
score = get_score(
    clf=results_model.model, X=splits.X_train[results_model.selected_features], pos=1
)
ax = score.hist(bins=N_BINS)
files_out["hist_score_train.pdf"] = FOLDER / "hist_score_train.pdf"
njab.plotting.savefig(ax.get_figure(), files_out["hist_score_train.pdf"])
pred_bins = get_target_count_per_bin(score, y, n_bins=N_BINS)
ax = pred_bins.plot(kind="bar", ylabel="count")
files_out["hist_score_train_target.pdf"] = FOLDER / "hist_score_train_target.pdf"
njab.plotting.savefig(ax.get_figure(), files_out["hist_score_train_target.pdf"])
# pred_bins

INFO:njab.plotting:Saved Figures to alzheimer/hist_score_train.png
INFO:njab.plotting:Saved Figures to alzheimer/hist_score_train.pdf
INFO:njab.plotting:Saved Figures to alzheimer/hist_score_train_target.png
INFO:njab.plotting:Saved Figures to alzheimer/hist_score_train_target.pdf

Test data scores

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score_val = get_score(
    clf=results_model.model, X=splits.X_test[results_model.selected_features], pos=1
)
predictions["score"] = score_val
ax = score_val.hist(bins=N_BINS)  # list(x/N_BINS for x in range(0,N_BINS)))
ax.set_ylabel("count")
ax.set_xlim(0, 1)
files_out["hist_score_test.pdf"] = FOLDER / "hist_score_test.pdf"
njab.plotting.savefig(ax.get_figure(), files_out["hist_score_test.pdf"])
pred_bins_val = get_target_count_per_bin(score_val, y_val, n_bins=N_BINS)
ax = pred_bins_val.plot(kind="bar", ylabel="count")
ax.locator_params(axis="y", integer=True)
files_out["hist_score_test_target.pdf"] = FOLDER / "hist_score_test_target.pdf"
njab.plotting.savefig(ax.get_figure(), files_out["hist_score_test_target.pdf"])
# pred_bins_val

INFO:njab.plotting:Saved Figures to alzheimer/hist_score_test.png
INFO:njab.plotting:Saved Figures to alzheimer/hist_score_test.pdf
INFO:njab.plotting:Saved Figures to alzheimer/hist_score_test_target.png
INFO:njab.plotting:Saved Figures to alzheimer/hist_score_test_target.pdf

Performance evaluations

Check if the cutoff can be adapted to maximize the F1 score between precision and recall:

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prc = pd.DataFrame(results_model.train.prc, index="precision recall cutoffs".split())
prc

	0	1	2	3	4	5	6	7	8	9	...	159	160	161	162	163	164	165	166	167	168
precision	0.417	0.419	0.422	0.424	0.427	0.429	0.432	0.435	0.438	0.440	...	0.889	1.000	1.000	1.000	1.000	1.000	1.000	1.000	1.000	1.000
recall	1.000	1.000	1.000	1.000	1.000	1.000	1.000	1.000	1.000	1.000	...	0.114	0.114	0.100	0.086	0.071	0.057	0.043	0.029	0.014	0.000
cutoffs	0.000	0.004	0.009	0.010	0.011	0.011	0.014	0.023	0.028	0.032	...	0.962	0.970	0.976	0.980	0.983	0.987	0.989	0.993	0.995	NaN

3 rows × 169 columns

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prc.loc["f1_score"] = (
    2
    * (prc.loc["precision"] * prc.loc["recall"])
    / (1 / prc.loc["precision"] + 1 / prc.loc["recall"])
)
f1_max = prc[prc.loc["f1_score"].argmax()]
f1_max

precision   0.741
recall      0.900
cutoffs     0.407
f1_score    0.542
Name: 83, dtype: float64

Cutoff set

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cutoff = float(f1_max.loc["cutoffs"])
cutoff

0.4065495537928744

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y_pred_val = njab.sklearn.scoring.get_custom_pred(
    clf=results_model.model,
    X=splits.X_test[results_model.selected_features],
    cutoff=cutoff,
)
predictions[model_name] = y_pred_val
predictions["dead"] = y_val
_ = ConfusionMatrix(y_val, y_pred_val).as_dataframe()
_.columns = pd.MultiIndex.from_tuples(
    [(t[0] + f" - {cutoff:.3f}", t[1]) for t in _.columns]
)
_.to_excel(writer, sheet_name="CM_test_cutoff_adapted")
_

	pred - 0.407
	0	1
true
0	15	9
1	5	13

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y_pred_val = get_pred(
    clf=results_model.model, X=splits.X_test[results_model.selected_features]
)
predictions[model_name] = y_pred_val
predictions["dead"] = y_val
_ = ConfusionMatrix(y_val, y_pred_val).as_dataframe()
_.columns = pd.MultiIndex.from_tuples([(t[0] + f" - {0.5}", t[1]) for t in _.columns])
_.to_excel(writer, sheet_name="CM_test_cutoff_0.5")
_

	pred - 0.5
	0	1
true
0	18	6
1	5	13

Multiplicative decompositon

Decompose the model into its components for both splits:

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components = get_lr_multiplicative_decomposition(
    results=results_model, X=splits.X_train, prob=score, y=y
)
components.to_excel(writer, sheet_name="decomp_multiplicative_train")
components.to_excel(
    writer, sheet_name="decomp_multiplicative_train_view", float_format="%.5f"
)
components.head(10)

	P63104	P09486	A0A0B4J2B5	P10636-2	intercept	odds	prob	AD
Sample ID
Sample_072	6.090	1.741	3.492	7.470	0.778	215.059	0.995	1
Sample_086	7.186	1.516	2.847	5.633	0.778	135.787	0.993	1
Sample_008	5.849	2.858	0.905	7.853	0.778	92.394	0.989	1
Sample_098	6.629	1.024	1.683	8.376	0.778	74.405	0.987	1
Sample_071	3.086	1.321	1.870	9.578	0.778	56.749	0.983	1
Sample_121	1.522	1.886	2.117	10.424	0.778	49.249	0.980	1
Sample_169	1.458	1.956	3.327	5.523	0.778	40.749	0.976	1
Sample_092	2.613	1.021	1.957	7.900	0.778	32.072	0.970	1
Sample_066	6.490	0.439	1.312	8.607	0.778	25.028	0.962	0
Sample_097	3.567	2.228	3.210	1.148	0.778	22.762	0.958	1

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components_test = get_lr_multiplicative_decomposition(
    results=results_model, X=splits.X_test, prob=score_val, y=y_val
)
components_test.to_excel(writer, sheet_name="decomp_multiplicative_test")
components_test.to_excel(
    writer, sheet_name="decomp_multiplicative_test_view", float_format="%.5f"
)
components_test.head(10)

	P63104	P09486	A0A0B4J2B5	P10636-2	intercept	odds	prob	AD
Sample ID
Sample_018	4.648	1.233	2.615	10.706	0.778	124.817	0.992	1
Sample_159	4.942	1.430	2.243	4.833	0.778	59.588	0.983	1
Sample_205	2.733	0.603	3.614	9.700	0.778	44.958	0.978	1
Sample_099	2.494	1.938	2.383	4.474	0.778	40.066	0.976	1
Sample_011	7.611	0.938	0.949	6.289	0.778	33.133	0.971	1
Sample_085	2.161	1.095	1.856	5.614	0.778	19.173	0.950	1
Sample_112	7.952	3.326	0.722	0.833	0.778	12.369	0.925	0
Sample_079	1.910	1.316	1.454	4.112	0.778	11.689	0.921	1
Sample_010	5.122	0.528	0.878	1.996	0.778	3.686	0.787	1
Sample_133	2.978	0.822	1.741	1.034	0.778	3.427	0.774	1

Plot TP, TN, FP and FN on PCA plot

UMAP

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reducer = umap.UMAP(random_state=42)
# bug: how does UMAP works with only one feature?
# make sure to have two or more features?
M_sel = len(results_model.selected_features)
if M_sel > 1:
    embedding = reducer.fit_transform(X_scaled[results_model.selected_features])

    embedding = pd.DataFrame(
        embedding,
        index=X_scaled.index,
        columns=["UMAP dimension 1", "UMAP dimension 2"],
    ).join(y.astype("category"))
    display(embedding.head(3))
else:
    embedding = None

	UMAP dimension 1	UMAP dimension 2	AD
Sample ID
Sample_000	0.272	5.137	0
Sample_001	1.000	4.734	1
Sample_002	0.797	6.094	1

Annotate using target variable and predictions:

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predictions["label"] = predictions.apply(
    lambda x: njab.sklearn.scoring.get_label_binary_classification(
        x["true"], x[model_name]
    ),
    axis=1,
)
mask = predictions[["true", model_name]].sum(axis=1).astype(bool)
predictions.loc[mask].sort_values("score", ascending=False)

	true	score	all	dead	label
Sample ID
Sample_018	1	0.992	1	1	TP
Sample_159	1	0.983	1	1	TP
Sample_205	1	0.978	1	1	TP
Sample_099	1	0.976	1	1	TP
Sample_011	1	0.971	1	1	TP
Sample_085	1	0.950	1	1	TP
Sample_112	0	0.925	1	0	FP
Sample_079	1	0.921	1	1	TP
Sample_010	1	0.787	1	1	TP
Sample_133	1	0.774	1	1	TP
Sample_127	0	0.758	1	0	FP
Sample_090	1	0.728	1	1	TP
Sample_156	1	0.727	1	1	TP
Sample_145	0	0.674	1	0	FP
Sample_186	0	0.637	1	0	FP
Sample_067	0	0.583	1	0	FP
Sample_060	1	0.553	1	1	TP
Sample_197	0	0.535	1	0	FP
Sample_146	1	0.516	1	1	TP
Sample_009	1	0.292	0	1	FN
Sample_194	1	0.237	0	1	FN
Sample_142	1	0.195	0	1	FN
Sample_171	1	0.140	0	1	FN
Sample_125	1	0.119	0	1	FN

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X_val_scaled = scaler.transform(X_val)
if embedding is not None:
    embedding_val = pd.DataFrame(
        reducer.transform(X_val_scaled[results_model.selected_features]),
        index=X_val_scaled.index,
        columns=["UMAP dimension 1", "UMAP dimension 2"],
    )
    embedding_val.sample(3)

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pred_train = (
    y.to_frame("true")
    # .join(get_score(clf=results_model.model, X=splits.X_train[results_model.selected_features], pos=1))
    .join(score.rename("score")).join(
        get_pred(
            results_model.model, splits.X_train[results_model.selected_features]
        ).rename(model_name)
    )
)
pred_train["label"] = pred_train.apply(
    lambda x: njab.sklearn.scoring.get_label_binary_classification(
        x["true"], x[model_name]
    ),
    axis=1,
)
pred_train.sample(5)

	true	score	all	label
Sample ID
Sample_105	0	0.039	0	TN
Sample_204	0	0.048	0	TN
Sample_162	0	0.159	0	TN
Sample_030	0	0.129	0	TN
Sample_126	0	0.177	0	TN

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colors = seaborn.color_palette(n_colors=4)
colors

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if embedding is not None:
    fig, axes = plt.subplots(1, 2, figsize=(8, 4), sharex=True, sharey=True)
    for _embedding, ax, _title, _model_pred_label in zip(
        [embedding, embedding_val],
        axes,
        [TRAIN_LABEL, TEST_LABEL],
        [pred_train["label"], predictions["label"]],
    ):  # noqa: E129
        ax = seaborn.scatterplot(
            x=_embedding.iloc[:, 0],
            y=_embedding.iloc[:, 1],
            hue=_model_pred_label,
            hue_order=["TN", "TP", "FN", "FP"],
            palette=[colors[0], colors[2], colors[1], colors[3]],
            ax=ax,
        )
        ax.set_title(_title)

    # files_out['pred_pca_labeled'] = FOLDER / 'pred_pca_labeled.pdf'
    # njab.plotting.savefig(fig, files_out['pred_pca_labeled'])

    files_out["umap_sel_feat.pdf"] = FOLDER / "umap_sel_feat.pdf"
    njab.plotting.savefig(ax.get_figure(), files_out["umap_sel_feat.pdf"])

INFO:njab.plotting:Saved Figures to alzheimer/umap_sel_feat.png
INFO:njab.plotting:Saved Figures to alzheimer/umap_sel_feat.pdf

Interactive UMAP plot

Not displayed in online documentation

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if embedding is not None:
    embedding = embedding.join(X[results_model.selected_features])
    embedding_val = embedding_val.join(X_val[results_model.selected_features])
    embedding["label"], embedding_val["label"] = (
        pred_train["label"],
        predictions["label"],
    )
    embedding["group"], embedding_val["group"] = TRAIN_LABEL, TEST_LABEL
    combined_embeddings = pd.concat([embedding, embedding_val])
    combined_embeddings.index.name = "ID"

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if embedding is not None:
    cols = combined_embeddings.columns

    TEMPLATE = "none"
    defaults = dict(width=800, height=400, template=TEMPLATE)

    fig = px.scatter(
        combined_embeddings.round(3).reset_index(),
        x=cols[0],
        y=cols[1],
        color="label",
        facet_col="group",
        hover_data=["ID"] + results_model.selected_features,
        **defaults,
    )
    fig.for_each_annotation(lambda a: a.update(text=a.text.split("=")[1]))

    fname = FOLDER / "umap_sel_feat.html"
    files_out[fname.name] = fname
    fig.write_html(fname)
    print(fname)
    display(fig)

alzheimer/umap_sel_feat.html

PCA

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PCs_train, pca = njab_pca.run_pca(
    X_scaled[results_model.selected_features], n_components=None
)
ax = njab_pca.plot_explained_variance(pca)
ax.locator_params(axis="x", integer=True)

fname = FOLDER / "feat_sel_PCA_var_explained_by_PCs.pdf"
files_out[fname.name] = fname
njab.plotting.savefig(ax.get_figure(), fname)

INFO:njab.plotting:Saved Figures to alzheimer/feat_sel_PCA_var_explained_by_PCs.png
INFO:njab.plotting:Saved Figures to alzheimer/feat_sel_PCA_var_explained_by_PCs.pdf

Applied to the test split:

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PCs_val = pca.transform(X_val_scaled[results_model.selected_features])
PCs_val = pd.DataFrame(PCs_val, index=X_val_scaled.index, columns=PCs_train.columns)
PCs_val

	principal component 1 (36.36 %)	principal component 2 (25.19 %)	principal component 3 (24.95 %)	principal component 4 (13.50 %)
Sample ID
Sample_009	0.065	0.509	1.214	-0.950
Sample_010	1.181	-0.502	1.419	-0.297
Sample_011	2.363	-0.173	0.701	-0.049
Sample_018	2.564	-1.044	-0.453	0.327
Sample_038	0.173	0.937	-0.055	-0.153
...	...	...	...	...
Sample_191	-2.711	-1.479	-2.641	-1.431
Sample_194	-0.370	0.036	0.266	0.796
Sample_197	0.095	-0.222	-0.214	-0.031
Sample_202	-1.135	-1.658	-0.188	0.318
Sample_205	1.932	-1.956	0.139	0.808

42 rows × 4 columns

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if M_sel > 1:
    fig, axes = plt.subplots(1, 2, figsize=(6, 3), sharex=True, sharey=True)
    for _embedding, ax, _title, _model_pred_label in zip(
        [PCs_train, PCs_val],
        axes,
        [TRAIN_LABEL, TEST_LABEL],
        [pred_train["label"], predictions["label"]],
    ):  # noqa: E129
        ax = seaborn.scatterplot(
            x=_embedding.iloc[:, 0],
            y=_embedding.iloc[:, 1],
            hue=_model_pred_label,
            hue_order=["TN", "TP", "FN", "FP"],
            palette=[colors[0], colors[2], colors[1], colors[3]],
            ax=ax,
        )
        ax.set_title(_title)

    fname = FOLDER / "pca_sel_feat.pdf"
    files_out[fname.name] = fname
    njab.plotting.savefig(ax.get_figure(), fname)

INFO:njab.plotting:Saved Figures to alzheimer/pca_sel_feat.png
INFO:njab.plotting:Saved Figures to alzheimer/pca_sel_feat.pdf

Show code cell source

Hide code cell source

if M_sel > 1:
    max_rows = min(3, len(results_model.selected_features))
    fig, axes = plt.subplots(
        max_rows, 2, figsize=(6, 8), sharex=False, sharey=False, layout="constrained"
    )

    for axes_col, (_embedding, _title, _model_pred_label) in enumerate(
        zip(
            [PCs_train, PCs_val],
            [TRAIN_LABEL, TEST_LABEL],
            [pred_train["label"], predictions["label"]],
        )
    ):
        _row = 0
        axes[_row, axes_col].set_title(_title)
        for i, j in itertools.combinations(range(max_rows), 2):
            ax = seaborn.scatterplot(
                x=_embedding.iloc[:, i],
                y=_embedding.iloc[:, j],
                hue=_model_pred_label,
                hue_order=["TN", "TP", "FN", "FP"],
                palette=[colors[0], colors[2], colors[1], colors[3]],
                ax=axes[_row, axes_col],
            )
            _row += 1

    fname = FOLDER / f"pca_sel_feat_up_to_{max_rows}.pdf"
    files_out[fname.name] = fname
    njab.plotting.savefig(ax.get_figure(), fname)

INFO:njab.plotting:Saved Figures to alzheimer/pca_sel_feat_up_to_3.png
INFO:njab.plotting:Saved Figures to alzheimer/pca_sel_feat_up_to_3.pdf

Features

• top 3 scaled n_features_max (scatter)

• or unscalled single features (swarmplot)

Show code cell source

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if M_sel > 1:
    max_rows = min(3, len(results_model.selected_features))
    fig, axes = plt.subplots(
        max_rows, 2, figsize=(6, 8), sharex=False, sharey=False, layout="constrained"
    )

    for axes_col, (_embedding, _title, _model_pred_label) in enumerate(
        zip(
            [
                X_scaled[results_model.selected_features],
                X_val_scaled[results_model.selected_features],
            ],
            [TRAIN_LABEL, TEST_LABEL],
            [pred_train["label"], predictions["label"]],
        )
    ):
        _row = 0
        axes[_row, axes_col].set_title(_title)
        for i, j in itertools.combinations(range(max_rows), 2):
            ax = seaborn.scatterplot(
                x=_embedding.iloc[:, i],
                y=_embedding.iloc[:, j],
                hue=_model_pred_label,
                hue_order=["TN", "TP", "FN", "FP"],
                palette=[colors[0], colors[2], colors[1], colors[3]],
                ax=axes[_row, axes_col],
            )
            _row += 1

    fname = FOLDER / f"sel_feat_up_to_{max_rows}.pdf"
    files_out[fname.name] = fname
    njab.plotting.savefig(ax.get_figure(), fname)
else:
    fig, axes = plt.subplots(1, 1, figsize=(6, 2), layout="constrained")
    single_feature = results_model.selected_features[0]
    data = pd.concat(
        [
            X[single_feature]
            .to_frame()
            .join(pred_train["label"])
            .assign(group=TRAIN_LABEL),
            X_val[single_feature]
            .to_frame()
            .join(predictions["label"])
            .assign(group=TEST_LABEL),
        ]
    )
    ax = seaborn.swarmplot(data=data, x="group", y=single_feature, hue="label", ax=axes)
    fname = FOLDER / f"sel_feat_{single_feature}.pdf"
    files_out[fname.name] = fname
    njab.plotting.savefig(ax.get_figure(), fname)

INFO:njab.plotting:Saved Figures to alzheimer/sel_feat_up_to_3.png
INFO:njab.plotting:Saved Figures to alzheimer/sel_feat_up_to_3.pdf

Savee annotation of errors for manuel analysis

Saved to excel table.

X[results_model.selected_features].join(pred_train).to_excel(
    writer, sheet_name="pred_train_annotated", float_format="%.3f"
)
X_val[results_model.selected_features].join(predictions).to_excel(
    writer, sheet_name="pred_test_annotated", float_format="%.3f"
)

Outputs

writer.close()
files_out

{'log_reg': PosixPath('alzheimer/log_reg.xlsx'),
 'var_explained_by_PCs.pdf': PosixPath('alzheimer/var_explained_by_PCs.pdf'),
 'scatter_first_5PCs.pdf': PosixPath('alzheimer/scatter_first_5PCs.pdf'),
 'umap.pdf': PosixPath('alzheimer/umap.pdf'),
 'ROAUC': PosixPath('alzheimer/plot_roauc.pdf'),
 'PRAUC': PosixPath('alzheimer/plot_prauc.pdf'),
 'corr_plot_train.pdf': PosixPath('alzheimer/corr_plot_train.pdf'),
 'hist_score_train.pdf': PosixPath('alzheimer/hist_score_train.pdf'),
 'hist_score_train_target.pdf': PosixPath('alzheimer/hist_score_train_target.pdf'),
 'hist_score_test.pdf': PosixPath('alzheimer/hist_score_test.pdf'),
 'hist_score_test_target.pdf': PosixPath('alzheimer/hist_score_test_target.pdf'),
 'umap_sel_feat.pdf': PosixPath('alzheimer/umap_sel_feat.pdf'),
 'umap_sel_feat.html': PosixPath('alzheimer/umap_sel_feat.html'),
 'feat_sel_PCA_var_explained_by_PCs.pdf': PosixPath('alzheimer/feat_sel_PCA_var_explained_by_PCs.pdf'),
 'pca_sel_feat.pdf': PosixPath('alzheimer/pca_sel_feat.pdf'),
 'pca_sel_feat_up_to_3.pdf': PosixPath('alzheimer/pca_sel_feat_up_to_3.pdf'),
 'sel_feat_up_to_3.pdf': PosixPath('alzheimer/sel_feat_up_to_3.pdf')}